You manage a portfolio with total market value of $1,000,000. You invest in 2 risky securities, public equity ($550,000), and hedge funds ($375,000). The rest is invested in the risk-free rate. What is the proportion of total assets invested in risky assets? 55% 37.5% 92.5% 7.5% Assume that the risk-free rate is 2%. The optimal risky portfolio has an expected return of 10% with a standard deviation of 15%. You invest 90% in the risky portfolio, with the remainder in the risk-free rate. What is the expected return for the complete portfolio? 10% 2% 9.2% 7.4% Assume that the risk-free rate is 2%. The optimal risky portfolio has an expected return of 10% with a standard deviation of 15%. You invest 90% in the risky portfolio, with the remainder in the risk-free rate. What is the standard deviation for the complete portfolio? 13.5% 13.7% 15% 0%